Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-24 00:00:00+00:00 0.519359 0.580092 0.647965 0.730010 0.827268 0.939855 1.081486
2024-12-01 00:00:00+00:00 0.427664 0.498860 0.583548 0.693249 0.833920 1.011613 1.258733
2024-12-08 00:00:00+00:00 0.367200 0.442041 0.535257 0.662549 0.836258 1.072089 1.429946
2024-12-15 00:00:00+00:00 0.337637 0.418249 0.522998 0.673368 0.891439 1.209980 1.740405
2024-12-22 00:00:00+00:00 0.318974 0.405483 0.522340 0.698156 0.968616 1.393905 2.175322
2024-12-29 00:00:00+00:00 0.299159 0.388494 0.513139 0.708346 1.024604 1.556456 2.630323
2025-01-05 00:00:00+00:00 0.281422 0.372277 0.502683 0.714356 1.073955 1.718391 3.147501
2025-01-12 00:00:00+00:00 0.263422 0.353812 0.486637 0.708864 1.102203 1.848221 3.654123
2025-01-19 00:00:00+00:00 0.242230 0.328828 0.458205 0.679390 1.082724 1.880687 3.948130
2025-01-26 00:00:00+00:00 0.231831 0.319082 0.452282 0.686594 1.131347 2.064053 4.729016
2025-02-02 00:00:00+00:00 0.222877 0.310750 0.447659 0.695171 1.183749 2.270235 5.713736
2025-02-09 00:00:00+00:00 0.211794 0.298259 0.435122 0.687931 1.202872 2.404578 6.570421
2025-02-16 00:00:00+00:00 0.202388 0.288142 0.426266 0.687591 1.239136 2.600536 7.867063
2025-02-23 00:00:00+00:00 0.188774 0.270422 0.403236 0.657986 1.206870 2.607606 8.408629
2025-03-02 00:00:00+00:00 0.176962 0.254967 0.383037 0.631894 1.178756 2.620213 9.013338
2025-03-09 00:00:00+00:00 0.172279 0.250881 0.382176 0.643584 1.239995 2.914412 11.464638
2025-03-16 00:00:00+00:00 0.169848 0.250310 0.387344 0.667863 1.336471 3.361933 15.801103
2025-03-23 00:00:00+00:00 0.165512 0.246230 0.385835 0.678078 1.400089 3.733547 20.751088
2025-03-30 00:00:00+00:00 0.160912 0.241410 0.382572 0.684131 1.454264 4.101545 27.189138
2025-04-06 00:00:00+00:00 0.155226 0.234388 0.374697 0.679202 1.477486 4.362491 33.833985
2025-04-13 00:00:00+00:00 0.147106 0.222732 0.357378 0.651557 1.431472 4.312355 35.973583
2025-04-20 00:00:00+00:00 0.143699 0.219218 0.355362 0.658441 1.487822 4.750840 49.758587
2025-04-27 00:00:00+00:00 0.140635 0.216142 0.353965 0.666586 1.550113 5.264284 72.358568